Can't really help ya out with what to wear...
However, as far as security goes, I can definitely relate to fears of being attacked because of your gender. One thing I do to ensure my security is I always tell my clients that I have a friend/sibling/whoever who knows where I am and is expecting to hear from me at a certain time; it isn't true, but the clients don't know that.
I also carry mace and a small knife with me, but I don't think those are legal in the UK. I do remember someone on here saying that she carried a can of hair spray or something similar with her. It's not mace, but if you get that into their eyes, it's gonna slow them down for a bit.
Other than that, you're kinda struck relying on your screening process and intuition, I think :/ If a client doesn't feel right, I wouldn't take them on. Good luck ^^